Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data

DOI10.1080/03610918.2019.1642484MaRDI QIDQ5086389zbMATH OpenOpenAlexWikidataFDO

Authors Hu Yang, Jing Yang, Ning Li

Publication date 5 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2019.1642484

zbMATH Keywords

adaptive elastic-netcollinearityhigh-dimensional datanonnegative estimationoracle propertyvariable selection

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(6)

• A new data adaptive elastic net predictive model using hybridized smoothed covariance estimators with information complexity
• Multi-step adaptive elastic-net: reducing false positives in high-dimensional variable selection
• Robust portfolio selection for sparse index tracking under no short-selling and full investment constraints
• Robust sparse portfolios for index tracking based on M-estimation
• Nonnegative group Lasso and application in index tracking
• Adaptive elastic net variable selection of spatial panel quantile autoregressive model with fixed effects

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